1

The Pricing of Equity Swaps and Swaptions

Year:
1998
Language:
english
File:
PDF, 1022 KB
english, 1998
2

Duration, Convexity, and Time as Components of Bond Returns

Year:
1996
Language:
english
File:
PDF, 629 KB
english, 1996
3

Default Risk and the Duration of Zero Coupon Bonds

Year:
1990
Language:
english
File:
PDF, 332 KB
english, 1990
5

Put—call ratios and market timing effectiveness

Year:
1988
Language:
english
File:
PDF, 375 KB
english, 1988
6

European Option Pricing with Discrete Stochastic Dividends

Year:
2002
Language:
english
File:
PDF, 155 KB
english, 2002
7

Asset Swaps with Asian-Style Payoffs

Year:
1996
Language:
english
File:
PDF, 3.47 MB
english, 1996
8

The False Teachings of the Unbiased Expectations Hypothesis

Year:
2001
Language:
english
File:
PDF, 488 KB
english, 2001
9

Mathematical Probability Theory and Finance: Connecting the Dots

Year:
2005
Language:
english
File:
PDF, 1.07 MB
english, 2005
10

Option volume and stock market performance

Year:
1990
Language:
english
File:
PDF, 3.19 MB
english, 1990
11

The Alphas of Asset Allocators

Year:
2016
Language:
english
File:
PDF, 913 KB
english, 2016
12

The pricing and performance of stock index futures spreads

Year:
1988
Language:
english
File:
PDF, 881 KB
english, 1988
14

Translating the Greek: The Real Meaning of Call Option Derivatives

Year:
1994
Language:
english
File:
PDF, 1.32 MB
english, 1994
15

Equity Swaps and Equity Investing

Year:
2004
Language:
english
File:
PDF, 712 KB
english, 2004
16

Floating Rate Notes and Immunization

Year:
1983
Language:
english
File:
PDF, 1.15 MB
english, 1983
17

Discretionary trading and the search for alpha

Year:
2005
Language:
english
File:
PDF, 245 KB
english, 2005
19

A hedging deficiency in eurodollar futures

Year:
2006
Language:
english
File:
PDF, 145 KB
english, 2006
20

What are the odds?

Year:
2009
Language:
english
File:
PDF, 240 KB
english, 2009
22

The `repricing’ of executive stock options

Year:
2000
Language:
english
File:
PDF, 195 KB
english, 2000
23

A Generalized Simple Formula to Compute the Implied Volatility

Year:
1996
Language:
english
File:
PDF, 327 KB
english, 1996
24

Studies of Photosynthesis Using a Pulsed Laser

Year:
1966
Language:
english
File:
PDF, 1.23 MB
english, 1966
25

Executive Equity Swaps and Corporate Insider Holdings

Year:
1996
Language:
english
File:
PDF, 1.81 MB
english, 1996
27

Research Trends in Derivatives and Risk Management Since Black-Scholes

Year:
1999
Language:
english
File:
PDF, 79 KB
english, 1999
28

The Effect of 12b-1 Plans on Mutual Fund Expense Ratios: A Note

Year:
1987
Language:
english
File:
PDF, 205 KB
english, 1987
29

Summer Rallies

Year:
1986
Language:
english
File:
PDF, 675 KB
english, 1986
31

Investment Analysis and Managementby Stanley Huang

Year:
1982
Language:
english
File:
PDF, 195 KB
english, 1982
32

An Introduction to Options and Futures.

Year:
1990
Language:
english
File:
PDF, 181 KB
english, 1990
33

Competition and Innovation in U.S. Futures Markets

Year:
2008
Language:
english
File:
PDF, 814 KB
english, 2008
35

The CBOE call option index

Year:
1985
Language:
english
File:
PDF, 3.81 MB
english, 1985
36

A bias in the volatility smile

Year:
2017
Language:
english
File:
PDF, 1.45 MB
english, 2017
37

Bragging Rights: Does Corporate Boasting Imply Value Creation?

Year:
2018
Language:
english
File:
PDF, 796 KB
english, 2018
39

Expensing Executive Stock Options: Sorting Out the Issues

Year:
2004
Language:
english
File:
PDF, 683 KB
english, 2004
40

Reply to “A comment on 'A hedging deficiency in eurodollar futures'”

Year:
2007
Language:
english
File:
PDF, 90 KB
english, 2007
41

An immunized-hedge procedure for bond futures

Year:
1982
Language:
english
File:
PDF, 641 KB
english, 1982
42

A semi-strong form test of the efficiency of the treasury bond futures market

Year:
1985
Language:
english
File:
PDF, 1.12 MB
english, 1985
43

Hedging shelf registrations

Year:
1986
Language:
english
File:
PDF, 947 KB
english, 1986
44

The impact of delivery options on futures prices: A survey

Year:
1993
Language:
english
File:
PDF, 1.69 MB
english, 1993
45

Futures pricing and the cost of carry under price limits

Year:
1994
Language:
english
File:
PDF, 1.25 MB
english, 1994
48

Electron Tunnelling in Cytochromes

Year:
1967
File:
PDF, 554 KB
1967
49

Dividend Forecast Biases in Index Option Valuation

Year:
2000
Language:
english
File:
PDF, 153 KB
english, 2000